Ubuntu sensors don't work with every motherboard. There are a couple of ways to continue:

1. Look for Hardware Monitor in your BIOS. HP is somewhat notorious for having a hidden BIOS with more options on many of its computers (it is either ctrl+F10 or F11 on the initial splash screen depending on computer model)
2. If all else fails you can find a cheap fan controller.

Looking at the setup of the Z620, the CPU heat sinks and case fans are all look proprietary. All you can do to improve thermal performance is clean out any dust in the heat sinks and possibly replace the thermal paste on the CPUs.